Soc. Generale Call 75 NEE 20.09.2024
/ DE000SU6JFA0
Soc. Generale Call 75 NEE 20.09.2.../ DE000SU6JFA0 /
7/12/2024 9:37:51 PM |
Chg.+0.070 |
Bid9:58:02 PM |
Ask9:58:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.420EUR |
+20.00% |
0.400 Bid Size: 8,000 |
0.410 Ask Size: 8,000 |
NextEra Energy Inc |
75.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
SU6JFA |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
NextEra Energy Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
75.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
1/3/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
17.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.39 |
Intrinsic value: |
0.09 |
Implied volatility: |
0.28 |
Historic volatility: |
0.26 |
Parity: |
0.09 |
Time value: |
0.32 |
Break-even: |
72.87 |
Moneyness: |
1.01 |
Premium: |
0.05 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.01 |
Spread %: |
2.50% |
Delta: |
0.59 |
Theta: |
-0.03 |
Omega: |
10.01 |
Rho: |
0.07 |
Quote data
Open: |
0.310 |
High: |
0.440 |
Low: |
0.310 |
Previous Close: |
0.350 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+82.61% |
1 Month |
|
|
+31.25% |
3 Months |
|
|
+250.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.420 |
0.220 |
1M High / 1M Low: |
0.420 |
0.170 |
6M High / 6M Low: |
0.670 |
0.036 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.290 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.256 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.210 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
411.25% |
Volatility 6M: |
|
277.23% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |